Add Wi-Fi network
The Add network option allows you to manually set up a new Wi-Fi connection, even to a Wi-Fi network that you do not see in the list.
The normal way of connecting to a Wi-Fi network is simply to open the Wi-Fi settings screen and select one of the nearby networks from a list. The Add network option, however, may be useful when the Wi-Fi network's access point has been configured to be hidden (by turning of its "SSID broadcast").
Hidden Wi-Fi networks
It is possible for Wi-Fi access points to be active but not to advertise their availability to devices. Devices may connect as normal if they already have been configured, but new devices won't see the Wi-Fi network in their list.
When this is the case you will need to manually configure the connection to the network with the Add network option. You will need to know its network name (SSID) and type that in.